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I feel that I need more context on your situation but I'll work with what I've got.
I read 'Zone out and get in the Zone' as becoming vague. Drawing without intention or purpose. This is VERY detrimental if you're trying to make notable improvements based on exercises and critique.
Putting on music and art-ing without thinking is fun, yes, but not when you want to focus on sharpening a specific edge. I have diagnosed 'cant fucking sit still' disease that is medicated with many dexies so I understand your feels.
Here are tips I would try. Remember art is a muscle and the more you use it the stronger it gets.
You must use your artistic skills, not the other way around.
-Look at your piece. Look at the Advice/Critique. THINK about them both for 10 minutes. Make some 'To-Do' plans with big check boxes if you need it.
-To avoid getting sucked into 'The Zone' set an alarm on your phone (10 mins works for some, 50 mins for others), make it loud and annoying and put it on the other side of the room so you HAVE to get up and stop what you're doing to turn it off. Use this chance to look at your art from a distance and examine its shapes and composition (similar to squinting to see shapes instead of details).
-It's torture at times but don't listen to music, podcasts, or anything during this time. Sit with your thoughts and the piece you're working on, focus on what you're making. I would allow something like a white noise YT video to block out distracting sounds in life and give a little something for the brain to hold without fully drawing the mind to it.
-If it's worth doing, it's worth doing poorly. I struggle with theory and directions too, it feels like trying to read through a layer of molasses, but I am living off my art, so I'm doing something right. Skim the words, doodle the stuff, it's always better to have something that can be fixed than to have nothing at all.
Do your worst work long enough and eventually you'll start doing your best. Good Luck!